HUBUNGAN SIMULTAN ANTARA CAPITAL BUFFER DAN RISIKO

Abstract

Banking activities always associated with risk. Therefore, banks are
required to keep the minimum capital requirements to protect bank capital from
the uncertainty of future risk. The purpose of this study is to examine the
relationship between Capital Buffer and Risk, the influence of Return On Equity
(ROE), Non Performing Loans (NPL), Loans to Total Assets (LOTA), Dividend
Payout Ratio (DPR), Bank Size (SIZE) on Capital Buffer (BUFF), and the
influence of Non Performing Loans (NPL), standard deviation of Third Party
(SDPK), standard deviation of Interest Expense and Foreign Exchange (SBBK),
standard deviation of Operating Expense to Operating Income (SBOPO),
standard deviation of Capital Adequacy Ratio (SCAR) on Risk (RISK) of
Conventional Banks were listed on Bursa Efek Indonesia.
In this study, the selection of the sample is by using purposive sampling
method with some specific criteria. The samples used are 16 conventional
commercial banks were listed on Bursa Efek Indonesia period 2006-2012. The
analysis method is by using descriptive analysis, classical assumption test
(Normality Test and Heteroscedasticity Test), simultaneous equation models
analysis (Two Stage Least Squares), Hausman Test, hypothesis test (F-statistics
Test, t-statistics test, Coefficient of Determination Test).
The results showed that capital buffers are not related simultaneously to
risk; Return On Equity (ROE), Loans to Total Assets (LOTA), Bank Size (SIZE)
have a negative and significant effect on capital buffer; Non Performing Loans
(NPL) has a positive effect but insignificant on capital buffer; Dividend Payout
Ratio (DPR) has a negative effect but insignificant on capital buffer; Non
Performing Loans (NPL), standard deviation of Third Party (SDPK), standard
deviation of Operating Expense to Operating Income (SBOPO) have a negative
effect but insignificant on risk; standard deviation of Interest Expense and
Foreign Exchange (SBBK) has a positive and significant effect on risk, and
standard deviation of Capital Adequacy Ratio has a positive effect but
insignificant on risk